CME Japanese Yen Future September 2011

Trading Metrics calculated at close of trading on 14-Apr-2011

Day Change Summary
	Previous	Current
	13-Apr-2011	14-Apr-2011	Change	Change %	Previous Week
Open	1.1941	1.1956	0.0015	0.1%	1.1901
High	1.1973	1.2053	0.0080	0.7%	1.1939
Low	1.1897	1.1956	0.0059	0.5%	1.1707
Close	1.1941	1.1999	0.0058	0.5%	1.1802
Range	0.0076	0.0097	0.0021	27.6%	0.0232
ATR	0.0106	0.0107	0.0000	0.4%	0.0000
Volume	222	143	-79	-35.6%	1,247

Daily Pivots for day following 14-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2294	1.2243	1.2052
R3	1.2197	1.2146	1.2026
R2	1.2100	1.2100	1.2017
R1	1.2049	1.2049	1.2008	1.2075
PP	1.2003	1.2003	1.2003	1.2015
S1	1.1952	1.1952	1.1990	1.1978
S2	1.1906	1.1906	1.1981
S3	1.1809	1.1855	1.1972
S4	1.1712	1.1758	1.1946

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2512	1.2389	1.1930
R3	1.2280	1.2157	1.1866
R2	1.2048	1.2048	1.1845
R1	1.1925	1.1925	1.1823	1.1871
PP	1.1816	1.1816	1.1816	1.1789
S1	1.1693	1.1693	1.1781	1.1639
S2	1.1584	1.1584	1.1759
S3	1.1352	1.1461	1.1738
S4	1.1120	1.1229	1.1674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2053	1.1726	0.0327	2.7%	0.0101	0.8%	83%	True	False	191
10	1.2053	1.1707	0.0346	2.9%	0.0101	0.8%	84%	True	False	220
20	1.2664	1.1707	0.0957	8.0%	0.0099	0.8%	31%	False	False	201
40	1.2944	1.1707	0.1237	10.3%	0.0085	0.7%	24%	False	False	118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2465
2.618	1.2307
1.618	1.2210
1.000	1.2150
0.618	1.2113
HIGH	1.2053
0.618	1.2016
0.500	1.2005
0.382	1.1993
LOW	1.1956
0.618	1.1896
1.000	1.1859
1.618	1.1799
2.618	1.1702
4.250	1.1544

Fisher Pivots for day following 14-Apr-2011
Pivot	1 day	3 day
R1	1.2005	1.1979
PP	1.2003	1.1958
S1	1.2001	1.1938

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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